You are absolutely correct; it is a spinner. With mayflies, which have two winged lifestages: subimago = dun; imago = spinner. Dun and spinner are flyfishing terms for lifestage. Subimago and imago are entomology terms for lifestage. However, jwg has already correctly identified the lifestage as imago, so he retains credit for lifestage identification.

What looks (at first glance) to be the right tail is being held in an unnatural position by a strand of the spider web, which is probably also responsible for the actual right tail having broken off at its base as the mayfly struggled to free himself.

So, one needs to ask, what mayfly genera are characterized by (3) tails in their winged lifestages, and with their middle tail being shorter and smaller in diameter than the outer two?

FlyFishingEntomology.com

Helping to fill a gap here on WFF with Entomology will be Roger Rohrbeck (Taxon). Roger has an impressive piece of work with FlyfishingEntomology.com and has consistently been the source of answers on the subject here on WFF. Rather than overlap efforts on the subject we'll have this forum area dedicated to subject with Roger moderating. Note the links below to his site. Thanks.